2 citations · 5 across the 8 of their papers we have counts for
10 papers
Strongly Consistent of Kullback-Leibler Divergence Estimator and Tests for Model Selection Based on a Bias Reduced Kernel Density Estimator
Papa Ngom, Freedath Djibril Moussa, Jean de Dieu Nkurunziza
In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As applica…
Relationship between the Bregman divergence and beta-divergence and their Applications
Macoumba Ndourand Mactar Ndaw, Papa Ngom
The Bregman divergence have been the subject of several studies. We do not go to do an exhaustive study of its subclasses, but propose a proof that shows that the \b{eta}-divergenc…
The Alpha-Beta-Symetric Divergence and their Positive Definite Kernel
Mactar Ndaw, Macoumba Ndour, Papa Ngom
In this article we study the field of Hilbertian metrics and positive definit (pd) kernels on probability measures, they have a real interest in kernel methods. Firstly we will mak…
Variable selection via Group LASSO Approach : Application to the Cox Regression and frailty model
Jean Claude Utazirubanda, Tomas Leon, Papa Ngom
In the analysis of survival outcome supplemented with both clinical information and high-dimensional gene expression data, use of the traditional Cox proportional hazards model (19…
Discriminating between two models based on Bregman divergence in small samples
Papa Ngom, Jean de Dieu Nkurunziza, Carlos Simplice Ogouyandjou
Recently in [1, 2], Ali-Akbar Bromideh introduced the Kullback-Leibler Divergence (KLD) test statistic in discrim- inating between two models. It was found that the Ratio Minimized…
Overlap Coefficients Based on Kullback-Leibler Divergence: Exponential Populations Case
Hamza Dhaker, Papa Ngom, Malick Mbodj
This article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients, namely: Matusita's measure , Morisita's m…
Uniform-in-bandwidth consistency for nonparametric estimation of divergence measures
Papa Ngom, Hamza Dhaker, Pierre Mendy +1
We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We giv…
Comparaison between the two models : new approach using the -divergence
Hamza Dhaker, Papa Ngom, Pierre Mendy
We propose new nonparametric accordance Rényi- and -Tsallis divergence estimators for continuous distributions. We discuss this approach with a view to the selection model (o…
Model selection of stochastic simulation algorithm based on generalized divergence measures
Papa Ngom, Badiassiatta Don Bosco Diatta
MCMC methods (Monte Carlo Markov Chain) are a class of methods used to perform simulations per a probability distribution . These methods are often used when we have difficultie…
Minimum penalized Hellinger distance for model selection in small samples
Papa Ngom, Bertrand Ntep
In statistical modeling area, the Akaike information criterion AIC, is a widely known and extensively used tool for model choice. The ϕ-divergence test statistic is a recently deve…